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Cockpit: Small Bots for Leveraged Dips, Bonds, Energy vs 50/50 Hedged Rotation and TQQQ Dip-Buy

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

leveraged etfs, macro trend, momentum and mean reversion, sector & commodity rotation, tactical allocation, volatility hedging

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.16

—

Beta vs SPY, out-of-sample (out-of-sample)

1.19

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

30.86

—

Annualized turnover, out-of-sample period (out-of-sample)

28.52

—

Daily win rate, backtest period (backtest)

60.78%

—

Daily win rate, out-of-sample period (out-of-sample)

59.25%

—

Backtest

Backtest final value (from $10,000)

$16.6M

—

Backtest regulatory fees

$27k

—

Backtest slippage cost

$225k

—

Returns

Backtest length

2,603

—

Out-of-sample length

557

—

Return, backtest period (annualized) (backtest)

104.98%

—

Return, backtest period (cumulative) (backtest)

166k%

—

Return, out-of-sample period (annualized) (out-of-sample)

40.25%

3.62%

Return, out-of-sample period (cumulative) (out-of-sample)

111.50%

2.81%

Return, trailing 1 day (out-of-sample)

0.28%

—

Return, trailing 1 month (out-of-sample)

2.35%

0.34%

Return, trailing 1 week (out-of-sample)

2.33%

—

Return, trailing 1 year (backtest)

46.45%

—

Return, trailing 1 year (out-of-sample)

46.44%

86.44%

Return, trailing 2 weeks (out-of-sample)

1.23%

—

Return, trailing 3 months (out-of-sample)

9.19%

0.95%

SPY annualized return over the backtest window (backtest)

15.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.97

—

Calmar ratio, out-of-sample period (out-of-sample)

2.09

331.36

Maximum drawdown, backtest period (backtest)

-21.14%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-19.24%

-0.01%

Sharpe ratio, backtest period (backtest)

2.64

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.37

18.06

Sortino ratio, backtest period (backtest)

6.37

—

Sortino ratio, out-of-sample period (out-of-sample)

2.56

—

Standard deviation, backtest period (backtest)

28.64%

—

Standard deviation, out-of-sample period (out-of-sample)

27.32%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.35

—

Construction

Logic complexity (node count)

2,979

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources